-47.2%
JD vs GGLL
+195.8%
-243.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.9% |
| 7D | +7.9% | +6.3% | +1.6% | +6.7% |
| 30D | +4.8% | -35.1% | +39.9% | +11.8% |
| 3M | -13.9% | -37.7% | +23.8% | -7.7% |
| 6M | -5.8% | -54.1% | +48.3% | +5.5% |
| YTD | +2.4% | -29.4% | +31.8% | +4.7% |
| 1Y | -7.5% | -13.4% | +5.9% | -9.7% |
| 3Y | +20.9% | +158.3% | -137.4% | -13.8% |
| All | -47.2% | +195.8% | -243.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling